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Journal of Zhejiang University SCIENCE A
ISSN 1673-565X(Print), 1862-1775(Online), Monthly
2007 Vol.8 No.6 P.978-986
Kantorovich’s theorem for Newton’s method on Lie groups
Abstract: The convergence criterion of Newton’s method to find the zeros of a map f from a Lie group to its corresponding Lie algebra is established under the assumption that f satisfies the classical Lipschitz condition, and that the radius of convergence ball is also obtained. Furthermore, the radii of the uniqueness balls of the zeros of f are estimated. Owren and Welfert (2000) stated that if the initial point is close sufficiently to a zero of f, then Newton’s method on Lie group converges to the zero; while this paper provides a Kantorovich’s criterion for the convergence of Newton’s method, not requiring the existence of a zero as a priori.
Key words: Newton’s method, Lie group, Kantorovich’s theorem, Lipschitz condition
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DOI:
10.1631/jzus.2007.A0978
CLC number:
O242.23
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